// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab // Copyright (C) INRIA - 1989 - G. Le Vey // Copyright (C) 2012 - Scilab Enterprises - Adeline CARNIS // // This file must be used under the terms of the CeCILL. // This source file is licensed as described in the file COPYING, which // you should have received as part of this distribution. The terms // are also available at // http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt function [la,lb]=lattp(n,p,mat_cov) // See lattn for more information [l,d]=size(mat_cov); id=eye(d); [a,b]=lattn(n,0,mat_cov); a=a(n); b=b(n); z=poly(0,"z"); la=list(); lb=list(); for j=0:p-1, r1=flipdim(mat_cov((j+1)*d+1:(j+n+2)*d,:), 1, d); r2=flipdim(mat_cov(j*d+1:(j+n+1)*d,:), 1, d); c1=coeff(a); c2=coeff(b); k=(c1*r1)*inv(c2*r2); hst=-inv(c1(:,n*d+1:(n+1)*d)); r=k*hst; a=(id-r*z)*a-k*z*b; b=-hst*a; la(j+1)=a; end; endfunction